Stochastic integration in Banach spaces - a survey
Probability
2014-05-28 v4 Functional Analysis
Abstract
This paper presents a brief survey of the theory of stochastic integration in Banach spaces. Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are presented, as well as some applications of the latter to vector-valued Malliavin calculus and the stochastic maximal regularity problem. A new proof of the stochastic maximal regularity theorem is included.
Keywords
Cite
@article{arxiv.1304.7575,
title = {Stochastic integration in Banach spaces - a survey},
author = {Jan van Neerven and Mark Veraar and Lutz Weis},
journal= {arXiv preprint arXiv:1304.7575},
year = {2014}
}
Comments
minor corrections. To appear in the proceedings of the 2012 EPFL Semester on Stochastic Analysis and Applications